Bridge Builder Core Plus Bond Fund

Fund Profile

Fund profile

Tickers

BBCPX

Fund manager

Bridge Builder Small/Mid Cap Growth

Total assets

$51.70 bn

Liabilities

$14.73 bn

Net assets

$36.97 bn

Number of holdings

5.17 k

Top 200 of 5172 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FUTURE CONTRACT ON US 2YR NOTE (CBT) DEC24 0.00000000	3.16 bn	15.15 k contracts	8.53	Interest rate derivative	N/A	USA
FIDELITY GOVERNMENT PORTFOLIO CL INSTITUTIONAL 0.00000000	2.90 bn	2.90 bn shares	7.84	Common equity	Long	USA
FUTURE CONTRACT ON US 10YR ULTRA FUT DEC24 0.00000000	2.64 bn	22.33 k contracts	7.14	Interest rate derivative	N/A	USA
FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC24 0.00000000	1.72 bn	15.64 k contracts	4.65	Interest rate derivative	N/A	USA
UNITED STATES TREASURY NOTE 3.50000000	1.40 bn	1.40 bn shares	3.78	Debt	Long	USA
FNMA 30YR TBA 6.5% NOV 11 TO BE ANNOUNCED 6.50000000	1.13 bn	1.10 bn shares	3.06	ABS-mortgage backed security	Long	USA
FNMA 30YR TBA 5% NOV 24 TO BE ANNOUNCED 5.00000000	927.13 mm	927.60 mm shares	2.51	ABS-mortgage backed security	Long	USA
FNMA 30YR TBA 6% NOV 24 TO BE ANNOUNCED 6.00000000	839.26 mm	821.20 mm shares	2.27	ABS-mortgage backed security	Long	USA
WI TREAS. NT/BD REGD 3.50000000	692.07 mm	694.00 mm shares	1.87	Debt	Long	USA
FNCL 30YR TBA 5.5% NOV 11 TO BE ANNOUNCED 5.50000000	606.19 mm	599.25 mm shares	1.64	ABS-mortgage backed security	Long	USA
FUTURE CONTRACT ON US ULTRA BOND CBT DEC24 0.00000000	591.34 mm	4.44 k contracts	1.60	Interest rate derivative	N/A	USA
UNITED STATES TREASURY NOTE 3.87500000	591.24 mm	587.12 mm shares	1.60	Debt	Long	USA
UNITED STATES TREASURY BOND 4.12500000	571.05 mm	575.54 mm shares	1.54	Debt	Long	USA
UNITED STATES TREASURY BOND 4.37500000	555.16 mm	543.69 mm shares	1.50	Debt	Long	USA
FUTURE CONTRACT ON LONG GILT FUTURE DEC24 /GBP/ 0.00000000	454.53 mm	3.45 k contracts	1.23	Interest rate derivative	N/A	UK
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.87500000	394.84 mm	385.43 mm shares	1.07	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.50000000	336.63 mm	342.60 mm shares	0.91	Debt	Long	USA
UNITED STATES TREASURY BOND 2.25000000	316.57 mm	442.20 mm shares	0.86	Debt	Long	USA
FNMA 30YR TBA 5.5% OCT 24 TO BE ANNOUNCED 5.50000000	296.97 mm	293.57 mm shares	0.80	ABS-mortgage backed security	Long	USA
FUTURE CONTRACT ON US 10YR NOTE (CBT)DEC24 0.00000000	259.30 mm	2.27 k contracts	0.70	Interest rate derivative	N/A	USA
FNCL 30YR TBA 3.0% OCT 24 TO BE ANNOUNCED 3.00000000	252.51 mm	281.37 mm shares	0.68	ABS-mortgage backed security	Long	USA
FNCL 30YR TBA 3.5% OCT 24 TO BE ANNOUNCED 3.50000000	241.75 mm	259.62 mm shares	0.65	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.00000000	235.93 mm	320.90 mm shares	0.64	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA5166 6.00000000	227.49 mm	222.54 mm shares	0.62	ABS-mortgage backed security	Long	USA
FNCL 30YR TBA 3.5% NOV 24 TO BE ANNOUNCED 3.50000000	223.94 mm	240.30 mm shares	0.61	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8225 3.00000000	216.71 mm	241.24 mm shares	0.59	ABS-mortgage backed security	Long	USA
WI TREAS. NT/BD REGD 3.75000000	212.52 mm	212.22 mm shares	0.57	Debt	Long	USA
FNMA 30YR TBA 2.5% OCT13 TO BE ANNOUNCED 2.50000000	193.39 mm	224.07 mm shares	0.52	ABS-mortgage backed security	Long	USA
G2SF 30 YR TBA 5% OCT 24 TO BE ANNOUNCED 5.00000000	182.85 mm	182.56 mm shares	0.49	ABS-mortgage backed security	Long	USA
FNMA 30YR TBA 5% OCT 24 TO BE ANNOUNCED 5.00000000	178.49 mm	178.61 mm shares	0.48	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.62500000	176.32 mm	166.37 mm shares	0.48	Debt	Long	USA
FUTURE CONTRACT ON US LONG BOND(CBT) DEC24 0.00000000	175.23 mm	1.41 k contracts	0.47	Interest rate derivative	N/A	USA
UNITED STATES TREASURY BOND 3.25000000	173.48 mm	195.13 mm shares	0.47	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8331 5.50000000	171.70 mm	169.68 mm shares	0.46	ABS-mortgage backed security	Long	USA
GNMA II 30 YR TBA 2.5% OCT 24 TO BE ANNOUNCED 2.50000000	169.14 mm	191.94 mm shares	0.46	ABS-mortgage backed security	Long	USA
FNMA 30YR TBA 4.5% OCT 24 TO BE ANNOUNCED 4.50000000	158.59 mm	161.33 mm shares	0.43	ABS-mortgage backed security	Long	USA
RC R/P BNP PA 4.980% 10/01/24 4.98000000 BNP PARIBAS S.A.	148.60 mm	148.60 mm principal	0.40	Repurchase agreement	Long	USA
FREDDIE MAC POOL UMBS P#SD8372 5.50000000	145.32 mm	143.63 mm shares	0.39	ABS-mortgage backed security	Long	USA
G2SF 30 YR TBA 4% OCT 23 4.00000000	141.66 mm	146.53 mm shares	0.38	ABS-mortgage backed security	Long	USA
G2SF 30 YR TBA 4.5% OCT 24 TO BE ANNOUNCED 4.50000000	137.16 mm	138.91 mm shares	0.37	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE REGD 3.62500000	131.89 mm	132.57 mm shares	0.36	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000	121.46 mm	120.13 mm shares	0.33	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8385 6.50000000	114.38 mm	110.95 mm shares	0.31	ABS-mortgage backed security	Long	USA
TBA GNMA2 30YR 10/01/39 5.5% 5.50000000	112.50 mm	111.43 mm shares	0.30	ABS-mortgage backed security	Long	USA
GSMBS 2024-RPL7 PT 144A 4.50000000	111.67 mm	118.80 mm shares	0.30	Debt	Long	USA
CMLTI 2024-INV3 PT 144A 7.60000000	111.29 mm	106.80 mm shares	0.30	Debt	Long	USA
GSMBS 2024-RPL6 PT 144A 3.55000000	110.84 mm	126.47 mm shares	0.30	Debt	Long	USA
GSMBS 2024-RPL5 PT 144A 3.80000000	107.72 mm	121.25 mm shares	0.29	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA5039 5.50000000	103.89 mm	102.70 mm shares	0.28	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.62500000	103.80 mm	95.70 mm shares	0.28	Debt	Long	USA
FNMA 30YR TBA 6% OCT 24 TO BE ANNOUNCED 6.00000000	103.80 mm	101.56 mm shares	0.28	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000	102.96 mm	105.00 mm principal	0.28	Short-term investment vehicle	Long	USA
FREDDIE MAC POOL UMBS P#SD8409 6.00000000	102.58 mm	100.37 mm shares	0.28	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000	101.37 mm	102.84 mm shares	0.27	Debt	Long	USA
FNMA 30YR TBA 7.0% OCT 24 TO BE ANNOUNCED 7.00000000	99.93 mm	96.20 mm shares	0.27	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 1.87500000	99.17 mm	112.30 mm shares	0.27	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA4547 2.00000000	97.91 mm	118.25 mm shares	0.26	ABS-mortgage backed security	Long	USA
LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000	97.11 mm	543.00 mm shares	0.26	Debt	Long	Brazil
WI TREAS. NT/BD REGD 4.62500000	95.76 mm	94.31 mm shares	0.26	Debt	Long	USA
UNITED STATES TREASURY NOTE 0.25000000	92.18 mm	93.32 mm shares	0.25	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.37500000	90.74 mm	89.67 mm shares	0.25	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8256 4.00000000	87.96 mm	91.54 mm shares	0.24	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.00000000	87.63 mm	108.24 mm shares	0.24	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA5008 4.50000000	82.64 mm	84.04 mm shares	0.22	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA5389 6.00000000	82.45 mm	80.67 mm shares	0.22	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.25000000	82.16 mm	118.60 mm shares	0.22	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA5105 4.50000000	81.96 mm	83.38 mm shares	0.22	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#BQ7056 2.00000000	80.87 mm	97.48 mm shares	0.22	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8238 4.50000000	79.87 mm	81.14 mm shares	0.22	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000	79.67 mm	85.09 mm shares	0.22	Debt	Long	USA
FUTURE CONTRACT ON EURO-BUND FUTURE DEC24 /EUR/ 0.00000000	75.69 mm	504.00 contracts	0.20	Interest rate derivative	N/A	Germany
UNITED STATES TREASURY BOND 4.12500000	72.59 mm	72.90 mm shares	0.20	Debt	Long	USA
UNITED STATES TREASURY BOND 4.00000000	71.98 mm	73.15 mm shares	0.19	Debt	Long	USA
FUTURE CONTRACT ON AUST 10Y BOND FUT DEC24 /AUD/ 0.00000000	71.62 mm	890.00 contracts	0.19	Interest rate derivative	N/A	Australia
EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL A V/R REGD 144A P/P 6.29148000	70.31 mm	70.40 mm shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000	68.99 mm	70.00 mm principal	0.19	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BOND 1.87500000	68.06 mm	109.25 mm shares	0.18	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.50000000	67.68 mm	71.01 mm shares	0.18	Debt	Long	USA
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000	66.83 mm	67.10 mm principal	0.18	Short-term investment vehicle	Long	USA
FANNIE MAE POOL UMBS P#FS1598 2.00000000	65.42 mm	79.04 mm shares	0.18	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#FM7159 2.50000000	65.01 mm	74.71 mm shares	0.18	ABS-mortgage backed security	Long	USA
ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4 SER 2022-4 CL A1 V/R REGD 144A P/P 5.90000000	63.89 mm	63.50 mm shares	0.17	ABS-collateralized bond/debt obligation	Long	USA
BPCE SA REGD V/R 144A P/P 7.00300000	63.38 mm	56.60 mm shares	0.17	Debt	Long	France
FREDDIE MAC POOL UMBS P#RJ1929 6.00000000	62.29 mm	60.93 mm shares	0.17	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8194 2.50000000	61.92 mm	71.49 mm shares	0.17	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA5248 6.50000000	61.61 mm	59.77 mm shares	0.17	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BILL ZCP 0.00000000	61.59 mm	62.00 mm principal	0.17	Short-term investment vehicle	Long	USA
FANNIE MAE POOL UMBS P#MA5192 6.50000000	61.45 mm	59.61 mm shares	0.17	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8146 2.00000000	61.43 mm	73.90 mm shares	0.17	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8140 2.00000000	60.19 mm	72.41 mm shares	0.16	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 0.75000000	60.02 mm	62.75 mm shares	0.16	Debt	Long	USA
UMBS TBA 30YR 2% OCT 24 TO BE ANNOUNCED 2.00000000	59.29 mm	71.73 mm shares	0.16	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA4579 3.00000000	57.76 mm	64.23 mm shares	0.16	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 5.00000000	57.00 mm	56.53 mm shares	0.15	Debt	Long	USA
FANNIE MAE POOL UMBS P#BV5623 3.00000000	56.31 mm	62.71 mm shares	0.15	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA5010 5.50000000	55.95 mm	55.29 mm shares	0.15	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.87500000	54.62 mm	53.92 mm shares	0.15	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8201 3.00000000	54.57 mm	60.68 mm shares	0.15	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.50000000	54.40 mm	71.18 mm shares	0.15	Debt	Long	USA
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000	54.29 mm	55.00 mm principal	0.15	Short-term investment vehicle	Long	USA
GLENCORE FUNDING LLC REGD 144A P/P 6.50000000	54.09 mm	49.03 mm shares	0.15	Debt	Long	USA
UNITED STATES TREASURY NOTE 5.00000000	54.06 mm	53.53 mm shares	0.15	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.50000000	52.95 mm	52.40 mm shares	0.14	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8340 4.50000000	52.78 mm	53.70 mm shares	0.14	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL P#MA8347 4.50000000	52.45 mm	53.05 mm shares	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA4784 4.50000000	52.27 mm	53.15 mm shares	0.14	ABS-mortgage backed security	Long	USA
CLR Continental Resources Inc (OKLA)	52.06 mm	50.89 mm shares	0.14	Debt	Long	USA
UNITED KINGDOM GILT /GBP/ REGD REG S 0.25000000	51.49 mm	39.02 mm shares	0.14	Debt	Long	UK
FANNIE MAE POOL UMBS P#CB2364 2.00000000	51.46 mm	62.04 mm shares	0.14	ABS-mortgage backed security	Long	USA
UBS AG STAMFORD CT REGD 7.50000000	51.22 mm	46.64 mm shares	0.14	Debt	Long	USA
STRATTON MORTGAGE FUNDING 2024-1 PLC SER 2024-1A CL A V/R REGD 144A P/P /GBP/ 6.10034000	51.11 mm	38.12 mm shares	0.14	ABS-collateralized bond/debt obligation	Long	UK
STATE OF ISRAEL REGD SER 30Y 5.75000000	50.86 mm	53.49 mm shares	0.14	Debt	Long	Israel
FANNIE MAE POOL UMBS P#FM7461 4.00000000	50.62 mm	52.05 mm shares	0.14	ABS-mortgage backed security	Long	USA
JOHN DEERE OWNER TRUST 2024-C SER 2024-C CL A2A REGD 4.36000000	50.52 mm	50.50 mm shares	0.14	ABS-collateralized bond/debt obligation	Long	USA
FANNIE MAE POOL UMBS P#FS7252 5.00000000	50.39 mm	50.42 mm shares	0.14	ABS-mortgage backed security	Long	USA
T-MOBILE USA INC REGD SER WI 3.87500000	49.82 mm	51.23 mm shares	0.13	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA5106 5.00000000	49.38 mm	49.42 mm shares	0.13	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8258 5.00000000	49.35 mm	49.30 mm shares	0.13	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000	49.01 mm	50.00 mm principal	0.13	Short-term investment vehicle	Long	USA
FREDDIE MAC POOL UMBS P#SD8284 3.00000000	48.85 mm	54.42 mm shares	0.13	ABS-mortgage backed security	Long	USA
BA The Boeing Company	48.56 mm	50.43 mm shares	0.13	Debt	Long	USA
VERIZON MASTER TRUST SER 2024-6 CL A1A REGD 4.17000000	48.17 mm	48.10 mm shares	0.13	ABS-collateralized bond/debt obligation	Long	USA
AERCAP IRELAND CAP/GLOBA REGD 3.00000000	47.94 mm	50.75 mm shares	0.13	Debt	Long	Ireland
REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2035 8.87500000	47.73 mm	891.03 mm shares	0.13	Debt	Long	South Africa
NISSAN MOTOR CO REGD 144A P/P 4.81000000	47.26 mm	49.88 mm shares	0.13	Debt	Long	Japan
VERUS SECURITIZATION TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 4.26000000	46.41 mm	47.87 mm shares	0.13	ABS-collateralized bond/debt obligation	Long	USA
FREDDIE MAC POOL UMBS P#SD3097 3.50000000	46.40 mm	49.76 mm shares	0.13	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8220 3.00000000	46.32 mm	51.53 mm shares	0.13	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER R186 10.50000000	45.93 mm	755.30 mm shares	0.12	Debt	Long	South Africa
FANNIE MAE POOL UMBS P#MA4325 2.00000000	45.53 mm	54.77 mm shares	0.12	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	45.44 mm	47.50 mm shares	0.12	Debt	Long	USA
UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000	45.30 mm	35.10 mm shares	0.12	Debt	Long	UK
UNITED STATES TREASURY BOND 3.87500000	44.90 mm	46.54 mm shares	0.12	Debt	Long	USA
BA The Boeing Company	44.59 mm	46.16 mm shares	0.12	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA5421 6.00000000	44.17 mm	43.21 mm shares	0.12	ABS-mortgage backed security	Long	USA
CDW LLC/CDW FINANCE REGD 3.56900000	44.07 mm	48.16 mm shares	0.12	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8264 3.50000000	43.84 mm	47.08 mm shares	0.12	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA5387 5.00000000	43.71 mm	43.73 mm shares	0.12	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE FUNDING 2024 - GRA SER 2024-GR6A CL A1 V/R REGD 144A P/P /GBP/ 5.96092000	43.55 mm	32.50 mm shares	0.12	ABS-collateralized bond/debt obligation	Long	UK
GNMA II 30 YR TBA 2% OCT 24 TO BE ANNOUNCED 2.00000000	43.55 mm	51.37 mm shares	0.12	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA4548 2.50000000	42.92 mm	49.61 mm shares	0.12	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 1.87500000	42.62 mm	44.38 mm shares	0.12	Debt	Long	USA
REPUBLIC OF TURKIYE REGD 6.50000000	42.36 mm	43.21 mm shares	0.11	Debt	Long	Turkey
NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 1.85000000	42.36 mm	45.20 mm shares	0.11	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000	41.91 mm	44.18 mm shares	0.11	Debt	Long	USA
GINNIE MAE II POOL P#MA7649 2.50000000	41.82 mm	47.46 mm shares	0.11	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL A1 V/R REGD 144A P/P 2.90000000	40.37 mm	42.04 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	USA
PCG+A Pacific Gas & Electric Co.	40.09 mm	40.40 mm shares	0.11	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8368 6.00000000	39.32 mm	38.45 mm shares	0.11	ABS-mortgage backed security	Long	USA
RIPON MORTGAGES PLC SER 1RA CL A V/R REGD 144A P/P /GBP/ 5.65948000	39.23 mm	29.35 mm shares	0.11	ABS-collateralized bond/debt obligation	Long	UK
BANK OF AMERICA CORP REGD V/R 1.73400000	39.01 mm	40.86 mm shares	0.11	Debt	Long	USA
NOTA DO TESOURO NACIONAL /BRL/ REGD SER NTNF 10.00000000	38.77 mm	235.50 mm shares	0.10	Debt	Long	Brazil
UNITED STATES TREASURY BOND 4.75000000	38.66 mm	35.00 mm shares	0.10	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8212 2.50000000	38.53 mm	44.56 mm shares	0.10	ABS-mortgage backed security	Long	USA
WARNERMEDIA HOLDINGS INC REGD SER WI 5.14100000	38.39 mm	49.78 mm shares	0.10	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA4493 2.50000000	38.12 mm	43.80 mm shares	0.10	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.62500000	38.03 mm	37.58 mm shares	0.10	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8439 6.00000000	37.95 mm	37.13 mm shares	0.10	ABS-mortgage backed security	Long	USA
VENTURE GLOBAL LNG INC REGD 144A P/P 9.50000000	37.54 mm	33.32 mm shares	0.10	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA4653 3.00000000	37.53 mm	41.77 mm shares	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR TBA 4.0% OCT 24 TO BE ANNOUNCED 4.00000000	37.38 mm	38.92 mm shares	0.10	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.87500000	36.94 mm	36.62 mm shares	0.10	Debt	Long	USA
EUROPEAN UNION /EUR/ REGD REG S SER NGEU 3.00000000	36.94 mm	35.24 mm shares	0.10	Debt	Long	Belgium
SCBFY Standard Chartered PLC	36.91 mm	41.22 mm shares	0.10	Debt	Long	UK
FREDDIE MAC POOL UMBS P#SD8329 5.00000000	36.86 mm	36.86 mm shares	0.10	ABS-mortgage backed security	Long	USA
ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.00000000	36.80 mm	35.90 mm shares	0.10	Debt	Long	USA
HARVEST CLO XXI DAC SER 21A CL A1R V/R REGD 144A P/P /EUR/ 4.44500000	36.79 mm	33.10 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	Ireland
GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 SER 2024-3 CL A1 REGD 4.74500000	36.67 mm	36.66 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
FRONTIER ISSUER LLC SER 2023-1 CL A2 REGD 144A P/P 6.60000000	36.34 mm	35.36 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
INTELSAT JACKSON HLDG REGD 144A P/P 6.50000000	36.16 mm	37.80 mm shares	0.10	Debt	Long	Luxembourg
INDONESIA GOVERNMENT /IDR/ REGD SER 101 6.87500000	36.10 mm	532.39 bn shares	0.10	Debt	Long	Indonesia
MU Micron Technology, Inc.	35.81 mm	33.49 mm shares	0.10	Debt	Long	USA
CIM TRUST 2021-R3 SER 2021-R3 CL A1 V/R REGD 144A P/P 1.95100000	35.79 mm	39.71 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000	35.74 mm	35.12 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
HOST HOTELS & RESORTS LP REGD 5.50000000	35.59 mm	35.08 mm shares	0.10	Debt	Long	USA
CIM TRUST 2022-R3 SER 2022-R3 CL A1 V/R REGD 144A P/P 4.50000000	35.59 mm	36.11 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY BOND 2.37500000	35.54 mm	50.00 mm shares	0.10	Debt	Long	USA
T/L TRANSDIGM INC ZCP REGD TERM LOAN 0.00000000	35.43 mm	35.58 mm shares	0.10	Loan	Long	USA
CIM TRUST 2023-R1 SER 2023-R1 CL A1A V/R REGD 144A P/P 5.40000000	35.21 mm	35.12 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
REPUBLIC OF POLAND REGD 5.50000000	35.18 mm	34.45 mm shares	0.10	Debt	Long	Poland
UNITED STATES TREASURY NOTE 0.75000000	35.13 mm	36.81 mm shares	0.10	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA4564 3.00000000	35.10 mm	39.03 mm shares	0.09	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8265 4.00000000	35.02 mm	36.47 mm shares	0.09	ABS-mortgage backed security	Long	USA
OBX 2022-NQM2 TRUST SER 2022-NQM2 CL A1 V/R REGD 144A P/P 2.96920400	34.15 mm	36.17 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
FREDDIE MAC POOL UMBS P#SD8382 5.00000000	34.13 mm	34.15 mm shares	0.09	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE & CO REGD V/R 4.99500000	34.12 mm	33.19 mm shares	0.09	Debt	Long	USA
ANGLO AMERICAN CAPITAL REGD 144A P/P 2.62500000	34.12 mm	38.34 mm shares	0.09	Debt	Long	UK
MORGAN STANLEY REGD V/R MTN 5.94200000	34.11 mm	32.49 mm shares	0.09	Debt	Long	USA
SBNA AUTO LEASE TRUST 2024-C SER 2024-C CL A3 REGD 144A P/P 4.56000000	34.07 mm	34.00 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY NOTE 1.25000000	33.91 mm	36.84 mm shares	0.09	Debt	Long	USA
ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2 SER 2022-2A CL A REGD 144A P/P 4.89000000	33.80 mm	33.80 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
FREDDIE MAC POOL UMBS P#SD2067 4.00000000	33.75 mm	35.10 mm shares	0.09	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA4577 2.00000000	33.43 mm	40.38 mm shares	0.09	ABS-mortgage backed security	Long	USA
NORWEGIAN GOVERNMENT /NOK/ REGD SER 477 1.75000000	33.42 mm	356.82 mm shares	0.09	Debt	Long	Norway
UNITED STATES TREASURY BOND 4.75000000	33.14 mm	30.72 mm shares	0.09	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8211 2.00000000	33.07 mm	39.96 mm shares	0.09	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA4437 2.00000000	32.99 mm	39.76 mm shares	0.09	ABS-mortgage backed security	Long	USA
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.52800000	32.83 mm	35.16 mm shares	0.09	Debt	Long	Ireland
Credit Suisse Group AG	32.39 mm	33.16 mm shares	0.09	Debt	Long	Switzerland
SYMPHONY CLO XVIII LTD SER 2016-18A CL A1R3 V/R REGD 144A P/P 6.28649000	32.14 mm	32.15 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands